-3.5%
VG vs DLTR
+37.1%
-40.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | -1.6% |
| 7D | -22.0% | -2.0% | -20.0% | -21.8% |
| 30D | -11.6% | +12.8% | -24.4% | -7.5% |
| 3M | -14.9% | +1.1% | -16.0% | -13.2% |
| 6M | -3.5% | +35.9% | -39.4% | +5.4% |
| All | -3.5% | +37.1% | -40.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling